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Leon Petrosjan (russian: Леон Аганесович Петросян) (born December 18, 1940) is a professor of
Applied Mathematics Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical s ...
and the Head of the Department of Mathematical
Game theory Game theory is the study of mathematical models of strategic interactions among rational agents. Myerson, Roger B. (1991). ''Game Theory: Analysis of Conflict,'' Harvard University Press, p.&nbs1 Chapter-preview links, ppvii–xi It has appli ...
and Statistical
Decision Theory Decision theory (or the theory of choice; not to be confused with choice theory) is a branch of applied probability theory concerned with the theory of making decisions based on assigning probabilities to various factors and assigning numerical ...
at the
St. Petersburg University Saint Petersburg State University (SPBU; russian: Санкт-Петербургский государственный университет) is a public research university in Saint Petersburg, Russia. Founded in 1724 by a decree of Peter the ...
,
Russia Russia (, , ), or the Russian Federation, is a List of transcontinental countries, transcontinental country spanning Eastern Europe and North Asia, Northern Asia. It is the List of countries and dependencies by area, largest country in the ...
.


Fields of research

The research interests of Leon Petrosjan lie mostly in the fields of
operations research Operations research ( en-GB, operational research) (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a discipline that deals with the development and application of analytical methods to improve deci ...
,
game theory Game theory is the study of mathematical models of strategic interactions among rational agents. Myerson, Roger B. (1991). ''Game Theory: Analysis of Conflict,'' Harvard University Press, p.&nbs1 Chapter-preview links, ppvii–xi It has appli ...
,
differential game In game theory, differential games are a group of problems related to the modeling and analysis of conflict in the context of a dynamical system. More specifically, a state variable or variables evolve over time according to a differential equatio ...
s, and
control theory Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a ...
. In particular, he contributed to the study of the following topics: #Solution of zero-sum simple pursuit games such as "lifeline game", "two pursuers – one evader game", "deadline game in a half plane". Proof of the existence of an epsilon-saddle point in piecewise open loop strategies in general dynamic
zero-sum game Zero-sum game is a mathematical representation in game theory and economic theory of a situation which involves two sides, where the result is an advantage for one side and an equivalent loss for the other. In other words, player one's gain is e ...
s with prescribed duration and independent motions. Method of solution of pursuit games based on the technique of invariant counter of pursuit (regular case). #Differential pursuit games with incomplete information including games with information delay about the state of the game. Finite search games and dynamic search games. Construction of saddle points using mixed piecewise open loop strategies. Solution of concrete games with incomplete information. #Investigation and refinement of the
Nash equilibrium In game theory, the Nash equilibrium, named after the mathematician John Nash, is the most common way to define the solution of a non-cooperative game involving two or more players. In a Nash equilibrium, each player is assumed to know the equili ...
concept for multistage games with perfect information, on the bases of the so-called players preference functions. Proof of the uniqueness of such an equilibrium. Derivation of the system of the first order partial differential extremal equations for the payoffs in Nash equilibrium for differential games. Description of classes of Nash equilibrium in concrete differential games. #Statement and investigation of the time-consistency problem in ''n''-person differential games. Analysis of classical optimality principles from cooperative and non cooperative game theory from the point of their time consistency. Proof of the time inconsistency of the most known optimality principles. Regularization methods (integral and differential) based upon the IDP (imputation distribution procedures) which gives the possibility of construction new time consistent optimality principles from the previously time inconsistent ones. #Applications to environmental protection. Methods of creation of time consistent policy in long range environmental planning based upon the considered approaches for cooperative and non cooperative differential games.


Academic activities

Leon Petrosjan is the Editor of the journal ''International Game Theory Review'' (W.S. Pbl., Singapore, London); the Editor of the international periodical ''Game Theory and Applications'' (Nova sci. Pbl. N.Y., USA); the Chief Editor of the Vestnik Peterburgskogo Universiteta, seria 10: Applied Mathematics, Control, Informatics; and the Chief Editor of the journal ''Mathematical Game Theory and Applications'' (Karelian Research Centre of RAS). Two special issues of the International Game Theory Review were dedicated to Prof. Leon A. Petrosyan — one of the Founding Editors of the Review — on his 70th and 75th birthdays (Vol. 12, No. 4, 2010 and Vol. 18, No. 2, 2016).


Education

* Dr.Sc.
Saint Petersburg State University Saint Petersburg State University (SPBU; russian: Санкт-Петербургский государственный университет) is a public research university in Saint Petersburg, Russia. Founded in 1724 by a decree of Peter the G ...
, 1972 * Ph.D. Vilnius State University, 1965 * M.A.
Saint Petersburg State University Saint Petersburg State University (SPBU; russian: Санкт-Петербургский государственный университет) is a public research university in Saint Petersburg, Russia. Founded in 1724 by a decree of Peter the G ...
, 1962


Selected publications

# Petrosyan L. A. Yeung D. W. K. ''Subgame-consistent Economic Optimization''. Springer, 2012. # Petrosyan L. A., Gao H. ''Dynamic Games and Applications''. 2009. (in Chinese). # Yeung D. W. K., Petrosyan L. A., Lee M. C. C. ''Dynamic Cooperation: A Paradigm on the Cutting Edge of Game Theory''. China Market Press, 2007. # Yeung D. W. K., Petrosyan L. A. ''Cooperative Stochastic Differential Games''. Springer, 2006. # Petrosjan L. A., Zenkevich N. A. ''Game Theory''. World Scientific Publisher, 1996. # Petrosjan L. A. ''Differential Games of Pursuit''. World Scientific Publisher, 1993.


References


External links


Personal homepage

St. Petersburg University

Mathematics Genealogy Project



Fellows of the Game Theory Society

Foreign Members of National Academy of Sciences of Armenia
{{DEFAULTSORT:Petrosyan, Leon 1940 births Academic staff of Saint Petersburg State University 21st-century Russian mathematicians Game theorists Living people 20th-century Russian mathematicians